Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty |
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Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (English)
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4 January 2008
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Option pricing
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Variational inequality
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Penalty method
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Finite element method
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